<b><i>Background:</i></b> Sudden death (SD) constitutes one of the principal causes of death and is an important problem in healthcare provision. Cardiovascular diseases have a high prevalence in dialysis patients and constitute the principal cause of death. We sought to analyze retrospectively the incidence of SD in patients commencing dialysis and the factors related to its presence. <b><i>Methods:</i></b> We evaluated all the patients who began dialysis in our center between 1/11/2003 and 15/9/2007, and who were followed up until death, transplant, or study completion on 31/12/2012. We determined the presence of SD according to the following criteria: SD at 24 h (SD 24H): unexpected death occurring in the 24 h following the start of symptoms, or when the patient was found dead and had been seen alive 24 h earlier; SD at 1 h (SD 1H): death witnessed as occurring in the first hour following the start of symptoms. <b><i>Results:</i></b> We evaluated 285 patients, mean age 65.67 ± 15.7 years. In a follow-up of 39.9 ± 34.2 months (947.6 patient-years of follow-up) 168 died (59%), 28 (10%) patients presented SD 24H (2.9/100 patient-years), and 16 (6%) patients presented SD 1H (1.7/100 patient-years). In the multivariate analysis, having had a myocardial infarction or having had electrocardiographic abnormalities (Q wave, negative T wave, subendocardial lesion or QRS >120 ms) were the principal independent predictors of SD 24H (OR 7.83; 95% CI 2.20-27.86; p = 0.001) and of SD 1H (OR 13.43; 95% CI 1.56-115.42; p = 0.018). <b><i>Conclusions:</i></b> SD on dialysis is very frequent. Two groups can be identified easily, with risk profiles clearly differentiated.